Skip to main content
Log in

Levy Downcrossing Theorem for the Arratia Flow

  • Published:
Ukrainian Mathematical Journal Aims and scope

We study the total number of downcrossings of a fixed strip by the trajectories of a continuum system of particles from the Arratia flow. We prove the convergence of the product of the strip width by the total number of downcrossings of the strip to the total local time for the Arratia flow. This statement is an analog of the well-known Levy downcrossing theorem for a Wiener process.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Y. Kasahara, “On Levy’s Downcrossing Theorem,” Proc. Japan Acad., 56 (1980).

  2. K. Ito and H. McKean, Diffusion Processes and Their Sample Paths, Springer-Verlag, Berlin etc. (1965).

  3. R. Arratia, Coalescing Brownian Motions on the Line, Ph. D. Thesis, Madison (1979).

  4. Y. Le Jan and O. Raimond, “Flows, coalescence, and noise,” Ann. Probab. (2004).

  5. A. A. Dorogovtsev, Measure-Valued Processes and Stochastic Flows [in Russian], Institute of Mathematics, Ukrainian National Academy of Sciences, Kiev (2007).

    Google Scholar 

  6. A. Shamov, “On short-time asymptotics of one-dimensional Harris flows,” Comm. Stochast. Anal., 5, No. 3, 527–539 (2011).

    MathSciNet  Google Scholar 

  7. P. P. Chernega, “Local time at zero for the Arratia flow,” Ukr. Math. J., 64, No. 4, 616–633 (2012).

    Article  MathSciNet  MATH  Google Scholar 

  8. A. A. Dorogovtsev, “Some notes on a Wiener flow with coalescence,” Ukr. Math. J., 57, No. 10, 1327–1333 (2005).

    Article  MathSciNet  MATH  Google Scholar 

  9. T. E. Harris, “Coaslescing and noncoalescing stochastic flows in R1,Stochast. Proc. Appl., 17, 187–210 (1984).

    Article  MATH  Google Scholar 

  10. R. Munasinghe, R. Rajesh, R. Tribe, and O. Zaboronskiy, “Multi-scaling of the n-point density function for coalescing Brownian motions,” Comm. Math. Phys., 268, 717–725 (2006).

    Article  MathSciNet  MATH  Google Scholar 

  11. V. I. Lotov and N. G. Orlova, “About number of strip intersections by a trajectories of random walk,” Math. Digest., 194, No. 6. (2003).

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 67, No. 2, pp. 261–271, February, 2015.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chernega, P.P. Levy Downcrossing Theorem for the Arratia Flow. Ukr Math J 67, 302–313 (2015). https://doi.org/10.1007/s11253-015-1080-6

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11253-015-1080-6

Keywords

Navigation